+25.0%
V vs TXG
+256.0%
-231.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.8% | +3.5% | -1.2% |
| 7D | -0.4% | +1.8% | -2.1% | -0.3% |
| 30D | +6.3% | -17.7% | +24.0% | +6.2% |
| 3M | +17.2% | +2.3% | +14.8% | +17.1% |
| 6M | +29.2% | +182.5% | -153.3% | +27.1% |
| YTD | +20.8% | +262.4% | -241.6% | +18.2% |
| 1Y | +25.0% | +254.1% | -229.1% | +22.3% |
| All | +25.0% | +256.0% | -231.0% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TXG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling